BVT Call 250 FDX 20.09.2024
/ DE000VM30BP9
BVT Call 250 FDX 20.09.2024/ DE000VM30BP9 /
2024-08-29 8:55:50 AM |
Chg.+0.20 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.35EUR |
+4.82% |
- Bid Size: - |
- Ask Size: - |
FedEx Corp |
250.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM30BP |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
FedEx Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-16 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.20 |
Intrinsic value: |
4.15 |
Implied volatility: |
0.55 |
Historic volatility: |
0.25 |
Parity: |
4.15 |
Time value: |
0.20 |
Break-even: |
268.23 |
Moneyness: |
1.18 |
Premium: |
0.01 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.02 |
Spread %: |
0.46% |
Delta: |
0.91 |
Theta: |
-0.15 |
Omega: |
5.58 |
Rho: |
0.12 |
Quote data
Open: |
4.35 |
High: |
4.35 |
Low: |
4.35 |
Previous Close: |
4.15 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.57% |
1 Month |
|
|
-13.35% |
3 Months |
|
|
+215.22% |
YTD |
|
|
+66.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.39 |
3.97 |
1M High / 1M Low: |
5.12 |
3.00 |
6M High / 6M Low: |
6.07 |
1.19 |
High (YTD): |
2024-07-17 |
6.07 |
Low (YTD): |
2024-05-30 |
1.19 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.23 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.96 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.16 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
115.86% |
Volatility 6M: |
|
257.05% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |